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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$48.5B
AUM Growth
-$2.6B
(-5.1%)
Cap. Flow
-$1.66B
Cap. Flow
% of AUM
-3.41%
Top 10 Holdings %
Top 10 Hldgs %
49.47%
Holding
5,442
New
1,250
Increased
971
Reduced
1,105
Closed
751
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Caterpillar
CAT
|
+$62.5M |
| 2 |
EBIX
Ebix Inc
EBIX
|
+$59M |
| 3 |
B
Barrick Mining
B
|
+$39.5M |
| 4 |
ACI Worldwide
ACIW
|
+$33M |
| 5 |
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
|
+$30.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$369M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$334M |
| 3 |
General Motors
GM
|
+$152M |
| 4 |
Meta Platforms (Facebook)
META
|
+$102M |
| 5 |
Citigroup
C
|
+$84M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 96.58% |
| 2 | Consumer Staples | 0.62% |
| 3 | Consumer Discretionary | 0.57% |
| 4 | Technology | 0.55% |
| 5 | Industrials | 0.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2451
PUT
IMAX
IMAX
$2.83B
| $68K | ﹤0.01% |
2,000
-138,000
| -99% | -$4.5M |
|
2452
Jefferies Financial Group
JEF
$12.7B
| $68K | ﹤0.01% |
2,901
-3,600
| -55% | -$80.5K |
|
2453
PUT
Owens Corning
OC
$10.2B
| $68K | ﹤0.01% |
1,100
-22,400
| -95% | -$1.28M |
|
2454
CALL
Open Text
OTEX
$5.47B
| $68K | ﹤0.01% |
2,000
-2,000
| -50% | -$66.5K |
|
|
THS
2455
PUT
DELISTED
Treehouse Foods
THS
| $68K | ﹤0.01% |
+800
| New | +$64.1K |
|
2456
CALL
Tenaris
TS
$29.1B
| $68K | ﹤0.01% |
2,000
-98,000
| -98% | -$3.33M |
|
2457
Wingstop
WING
$3.01B
| $68K | ﹤0.01% |
+2,410
| New | +$66.8K |
|
|
BKS
2458
CALL
DELISTED
Barnes & Noble
BKS
| $68K | ﹤0.01% |
+7,300
| New | +$72.9K |
|
2459
CALL
Canadian Solar
CSIQ
$914M
| $67K | ﹤0.01% |
5,400
+3,400
| +170% | +$44K |
|
2460
IPG Photonics
IPGP
$3.42B
| $67K | ﹤0.01% |
555
-51
| -8% | -$5.77K |
|
2461
Louisiana-Pacific
LPX
$4.72B
| $67K | ﹤0.01% |
+2,711
| New | +$59.9K |
|
2462
CALL
Northwest Bancshares
NWBI
$2.25B
| $67K | ﹤0.01% |
+4,000
| New | +$70.1K |
|
2463
PetMed Express
PETS
$37.1M
| $67K | ﹤0.01% |
+3,337
| New | +$70.6K |
|
|
CAMP
2464
CALL
DELISTED
CalAmp Corp.
CAMP
| $67K | ﹤0.01% |
174
+87
| +100% | +$31.5K |
|
|
BNFT
2465
DELISTED
Benefitfocus, Inc.
BNFT
| $67K | ﹤0.01% |
2,382
-3,847
| -62% | -$110K |
|
|
JCP
2466
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $67K | ﹤0.01% |
11,000
-149,000
| -93% | -$985K |
|
|
MSCC
2467
CALL
DELISTED
Microsemi Corp
MSCC
| $67K | ﹤0.01% |
+1,300
| New | +$69.8K |
|
2468
CALL
Arrow Electronics
ARW
$10.9B
| $66K | ﹤0.01% |
+900
| New | +$65.9K |
|
2469
PUT
COPT Defense Properties
CDP
$3.98B
| $66K | ﹤0.01% |
2,000
| – | – |
|
2470
CALL
Olin
OLN
$1.99B
| $66K | ﹤0.01% |
2,000
| – | – |
|
|
2471
PUT
Olin
OLN
$1.99B
| $66K | ﹤0.01% |
2,000
-22,000
| -92% | -$660K |
|
2472
PUT
PRA Group
PRAA
$721M
| $66K | ﹤0.01% |
2,000
| – | – |
|
2473
CALL
Tanger
SKT
$4.22B
| $66K | ﹤0.01% |
+2,000
| New | +$67.7K |
|
2474
Smith & Wesson
SWBI
$601M
| $66K | ﹤0.01% |
+4,365
| New | +$66.6K |
|
2475
Westlake Corp
WLK
$9.17B
| $66K | ﹤0.01% |
997
+80
| +9% | +$5.06K |
|
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TI
Parallax Volatility Advisers's Q1 2017 Portfolio in Review
As of Q1 2017, Parallax Volatility Advisers held 5,442 positions worth $48.5B, down 5.1% from $51.1B the previous quarter. Its ten largest holdings account for 49% of the portfolio.
Parallax Volatility Advisers withdrew a net $1.66B in Q1 2017, closing 751 positions and reducing 1,105 holdings. Its most notable exit was Bank of America, an estimated $72.1M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Consumer Staples and Consumer Discretionary.
Against the trend, Parallax Volatility Advisers opened a new position in Barrick Mining worth $40.6M.
- Parallax Volatility Advisers's largest Q1 2017 buy was Barrick Mining: 2,139,443 shares worth $40.6M.
- Parallax Volatility Advisers added most to Caterpillar in Q1 2017, an estimated $62.5M increase.
- Parallax Volatility Advisers's biggest Q1 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $369M.
- Parallax Volatility Advisers fully exited Bank of America in Q1 2017, selling an estimated $72.1M.
- Parallax Volatility Advisers's ten largest holdings make up 49% of its $48.5B portfolio in Q1 2017.
- Parallax Volatility Advisers opened 1,250 new positions and closed 751 in Q1 2017.
- Parallax Volatility Advisers's portfolio value fell 5.1% quarter-over-quarter to $48.5B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2017, filed 15 May 2017.